在上一篇中,我们对于缺失值、异常值以及按照‘region’对数据进行深度清理。在本篇博文就是基于上一篇数据清理工作基础上将对特征进行合并和选择。
import warnings
warnings.filterwarnings('ignore')
import pandas as pd
import numpy as np
from sklearn.preprocessing import LabelEncoder
from sklearn.ensemble import IsolationForest
# 载入数据
print('载入数据')
#载入数据
train = pd.read_csv('../data/train_data.csv')
train['Type'] = 'Train'
#target_train = train.pop('tradeMoney')
test = pd.read_csv('../data/test_a.csv')
test['Type'] = 'Test'
data_all = pd.concat([train, test], ignore_index=True)
def newfeature(data):
# 将houseType转为'Room','Hall','Bath'
def Room(x):
Room = int(x.split('室')[0])
return Room
def Hall(x):
Hall = int(x.split("室")[1].split("厅")[0])
return Hall
def Bath(x):
Bath = int(x.split("室")[1].split("厅")[1].split("卫")[0])
return Bath
data['Room'] = data['houseType'].apply(lambda x: Room(x))
data['Hall'] = data['houseType'].apply(lambda x: Hall(x))
data['Bath'] = data['houseType'].apply(lambda x: Bath(x))
data['Room_Bath'] = (data['Bath']+1) / (data['Room']+1)
# 填充租房类型
data.loc[(data['rentType'] == '未知方式') & (data['Room'] <= 1), 'rentType'] = '整租'
# print(data.loc[(data['rentType']=='未知方式')&(data['Room_Bath']>1),'rentType'])
data.loc[(data['rentType'] == '未知方式') & (data['Room_Bath'] > 1), 'rentType'] = '合租'
data.loc[(data['rentType'] == '未知方式') & (data['Room'] > 1) & (data['area'] < 50), 'rentType'] = '合租'
data.loc[(data['rentType'] == '未知方式') & (data['area'] / data['Room'] < 20), 'rentType'] = '合租'
# data.loc[(data['rentType']=='未知方式')&(data['area']>60),'rentType']='合租'
data.loc[(data['rentType'] == '未知方式') & (data['area'] <= 50) & (data['Room'] == 2), 'rentType'] = '合租'
data.loc[(data['rentType'] == '未知方式') & (data['area'] > 60) & (data['Room'] == 2), 'rentType'] = '整租'
data.loc[(data['rentType'] == '未知方式') & (data['area'] <= 60) & (data['Room'] == 3), 'rentType'] = '合租'
data.loc[(data['rentType'] == '未知方式') & (data['area'] > 60) & (data['Room'] == 3), 'rentType'] = '整租'
data.loc[(data['rentType'] == '未知方式') & (data['area'] >= 100) & (data['Room'] > 3), 'rentType'] = '整租'
# data.drop('Room_Bath', axis=1, inplace=True)
# 提升0.0001
def month(x):
month = int(x.split('/')[1])
return month
# def day(x):
# day = int(x.split('/')[2])
# return day
# 结果变差
# 分割交易时间
# data['year']=data['tradeTime'].apply(lambda x:year(x))
data['month'] = data['tradeTime'].apply(lambda x: month(x))
# data['day'] = data['tradeTime'].apply(lambda x: day(x))# 结果变差
# data['pv/uv'] = data['pv'] / data['uv']
# data['房间总数'] = data['室'] + data['厅'] + data['卫']
# 合并部分配套设施特征
data['trainsportNum'] = 5 * data['subwayStationNum'] / data['subwayStationNum'].mean() + data['busStationNum'] / \
data[
'busStationNum'].mean()
data['all_SchoolNum'] = 2 * data['interSchoolNum'] / data['interSchoolNum'].mean() + data['schoolNum'] / data[
'schoolNum'].mean() \
+ data['privateSchoolNum'] / data['privateSchoolNum'].mean()
data['all_hospitalNum'] = 2 * data['hospitalNum'] / data['hospitalNum'].mean() + \
data['drugStoreNum'] / data['drugStoreNum'].mean()
data['all_mall'] = data['mallNum'] / data['mallNum'].mean() + \
data['superMarketNum'] / data['superMarketNum'].mean()
data['otherNum'] = data['gymNum'] / data['gymNum'].mean() + data['bankNum'] / data['bankNum'].mean() + \
data['shopNum'] / data['shopNum'].mean() + 2 * data['parkNum'] / data['parkNum'].mean()
data.drop(['subwayStationNum', 'busStationNum',
'interSchoolNum', 'schoolNum', 'privateSchoolNum',
'hospitalNum', 'drugStoreNum', 'mallNum', 'superMarketNum', 'gymNum', 'bankNum', 'shopNum', 'parkNum'],
axis=1, inplace=True)
# 提升0.0005
# data['houseType_1sumcsu']=data['Bath'].map(lambda x:str(x))+data['month'].map(lambda x:str(x))
# data['houseType_2sumcsu']=data['Bath'].map(lambda x:str(x))+data['communityName']
# data['houseType_3sumcsu']=data['Bath'].map(lambda x:str(x))+data['plate']
data.drop('houseType', axis=1, inplace=True)
data.drop('tradeTime', axis=1, inplace=True)
data["area"] = data["area"].astype(int)
# categorical_feats = ['rentType', 'houseFloor', 'houseToward', 'houseDecoration', 'communityName','region', 'plate']
categorical_feats = ['rentType', 'houseFloor', 'houseToward', 'houseDecoration', 'region', 'plate','cluster']
return data, categorical_feats
#计算统计特征
def featureCount(train,test):
train['data_type'] = 0
test['data_type'] = 1
data = pd.concat([train, test], axis=0, join='outer')
def feature_count(data, features=[]):
new_feature = 'count'
for i in features:
new_feature += '_' + i
temp = data.groupby(features).size().reset_index().rename(columns={0: new_feature})
data = data.merge(temp, 'left', on=features)
return data
data = feature_count(data, ['communityName'])
data = feature_count(data, ['buildYear'])
data = feature_count(data, ['totalFloor'])
data = feature_count(data, ['communityName', 'totalFloor'])
data = feature_count(data, ['communityName', 'newWorkers'])
data = feature_count(data, ['communityName', 'totalTradeMoney'])
new_train = data[data['data_type'] == 0]
new_test = data[data['data_type'] == 1]
new_train.drop('data_type', axis=1, inplace=True)
new_test.drop(['data_type'], axis=1, inplace=True)
return new_train, new_test
train, test = featureCount(train, test)
#groupby生成统计特征:mean,std等
def gourpby(train,test):
train['data_type'] = 0
test['data_type'] = 1
data = pd.concat([train, test], axis=0, join='outer')
columns = ['rentType', 'houseFloor', 'houseToward', 'houseDecoration', 'communityName', 'region', 'plate']
for feature in columns:
data[feature] = LabelEncoder().fit_transform(data[feature])
temp = data.groupby('communityName')['area'].agg({'com_area_mean': 'mean', 'com_area_std': 'std'})
temp.fillna(0, inplace=True)
data = data.merge(temp, on='communityName', how='left')
data['price_per_area'] = data.tradeMeanPrice / data.area * 100
temp = data.groupby('communityName')['price_per_area'].agg(
{'comm_price_mean': 'mean', 'comm_price_std': 'std'})
temp.fillna(0, inplace=True)
data = data.merge(temp, on='communityName', how='left')
temp = data.groupby('plate')['price_per_area'].agg(
{'plate_price_mean': 'mean', 'plate_price_std': 'std'})
temp.fillna(0, inplace=True)
data = data.merge(temp, on='plate', how='left')
data.drop('price_per_area', axis=1, inplace=True)
temp = data.groupby('plate')['area'].agg({'plate_area_mean': 'mean', 'plate_area_std': 'std'})
temp.fillna(0, inplace=True)
data = data.merge(temp, on='plate', how='left')
temp = data.groupby(['plate'])['buildYear'].agg({'plate_year_mean': 'mean', 'plate_year_std': 'std'})
data = data.merge(temp, on='plate', how='left')
data.plate_year_mean = data.plate_year_mean.astype('int')
data['comm_plate_year_diff'] = data.buildYear - data.plate_year_mean
data.drop('plate_year_mean', axis=1, inplace=True)
temp = data.groupby('plate')['trainsportNum'].agg('sum').reset_index(name='plate_trainsportNum')
data = data.merge(temp, on='plate', how='left')
temp = data.groupby(['communityName', 'plate'])['trainsportNum'].agg('sum').reset_index(name='com_trainsportNum')
data = data.merge(temp, on=['communityName', 'plate'], how='left')
data['trainsportNum_ratio'] = list(map(lambda x, y: round(x / y, 3) if y != 0 else -1,
data['com_trainsportNum'], data['plate_trainsportNum']))
data = data.drop(['com_trainsportNum', 'plate_trainsportNum'], axis=1)
temp = data.groupby('plate')['all_SchoolNum'].agg('sum').reset_index(name='plate_all_SchoolNum')
data = data.merge(temp, on='plate', how='left')
temp = data.groupby(['communityName', 'plate'])['all_SchoolNum'].agg('sum').reset_index(name='com_all_SchoolNum')
data = data.merge(temp, on=['communityName', 'plate'], how='left')
data = data.drop(['com_all_SchoolNum', 'plate_all_SchoolNum'], axis=1)
temp = data.groupby(['communityName', 'plate'])['all_mall'].agg('sum').reset_index(name='com_all_mall')
data = data.merge(temp, on=['communityName', 'plate'], how='left')
temp = data.groupby('plate')['otherNum'].agg('sum').reset_index(name='plate_otherNum')
data = data.merge(temp, on='plate', how='left')
temp = data.groupby(['communityName', 'plate'])['otherNum'].agg('sum').reset_index(name='com_otherNum')
data = data.merge(temp, on=['communityName', 'plate'], how='left')
data['other_ratio'] = list(map(lambda x, y: round(x / y, 3) if y != 0 else -1,
data['com_otherNum'], data['plate_otherNum']))
data = data.drop(['com_otherNum', 'plate_otherNum'], axis=1)
temp = data.groupby(['month', 'communityName']).size().reset_index(name='communityName_saleNum')
data = data.merge(temp, on=['month', 'communityName'], how='left')
temp = data.groupby(['month', 'plate']).size().reset_index(name='plate_saleNum')
data = data.merge(temp, on=['month', 'plate'], how='left')
data['sale_ratio'] = round((data.communityName_saleNum + 1) / (data.plate_saleNum + 1), 3)
data['sale_newworker_differ'] = 3 * data.plate_saleNum - data.newWorkers
data.drop(['communityName_saleNum', 'plate_saleNum'], axis=1, inplace=True)
new_train = data[data['data_type'] == 0]
new_test = data[data['data_type'] == 1]
new_train.drop('data_type', axis=1, inplace=True)
new_test.drop(['data_type'], axis=1, inplace=True)
return new_train, new_test
train, test = gourpby(train, test)
#聚类
def cluster(train,test):
from sklearn.mixture import GaussianMixture
train['data_type'] = 0
test['data_type'] = 1
data = pd.concat([train, test], axis=0, join='outer')
col = ['totalFloor',
'houseDecoration', 'communityName', 'region', 'plate', 'buildYear',
'tradeMeanPrice', 'tradeSecNum', 'totalNewTradeMoney',
'totalNewTradeArea', 'tradeNewMeanPrice', 'tradeNewNum', 'remainNewNum',
'landTotalPrice', 'landMeanPrice', 'totalWorkers',
'newWorkers', 'residentPopulation', 'lookNum',
'trainsportNum',
'all_SchoolNum', 'all_hospitalNum', 'all_mall', 'otherNum']
# EM
gmm = GaussianMixture(n_components=3, covariance_type='full', random_state=0)
data['cluster']= pd.DataFrame(gmm.fit_predict(data[col]))
col1 = ['totalFloor','houseDecoration', 'communityName', 'region', 'plate', 'buildYear']
col2 = ['tradeMeanPrice', 'tradeSecNum', 'totalNewTradeMoney',
'totalNewTradeArea', 'tradeNewMeanPrice', 'tradeNewNum', 'remainNewNum',
'landTotalPrice', 'landMeanPrice', 'totalWorkers',
'newWorkers', 'residentPopulation', 'lookNum',
'trainsportNum',
'all_SchoolNum', 'all_hospitalNum', 'all_mall', 'otherNum']
for feature1 in col1:
for feature2 in col2:
temp = data.groupby(['cluster',feature1])[feature2].agg('mean').reset_index(name=feature2+'_'+feature1+'_cluster_mean')
temp.fillna(0, inplace=True)
data = data.merge(temp, on=['cluster', feature1], how='left')
new_train = data[data['data_type'] == 0]
new_test = data[data['data_type'] == 1]
new_train.drop('data_type', axis=1, inplace=True)
new_test.drop(['data_type'], axis=1, inplace=True)
return new_train, new_test
train, test = cluster(train, test)
# 过大量级值取log平滑(针对线性模型有效)
big_num_cols = ['totalTradeMoney','totalTradeArea','tradeMeanPrice','totalNewTradeMoney', 'totalNewTradeArea',
'tradeNewMeanPrice','remainNewNum', 'supplyNewNum', 'supplyLandArea',
'tradeLandArea','landTotalPrice','landMeanPrice','totalWorkers','newWorkers',
'residentPopulation','pv','uv']
for col in big_num_cols:
train[col] = train[col].map(lambda x: np.log1p(x))
test[col] = test[col].map(lambda x: np.log1p(x))
#对比特征工程前后线性模型结果情况
test=test.fillna(0)
# Lasso回归
from sklearn.linear_model import Lasso
lasso=Lasso(alpha=0.1)
lasso.fit(train,target_train)
#预测测试集和训练集结果
y_pred_train=lasso.predict(train)
y_pred_test=lasso.predict(test)
#对比结果
from sklearn.metrics import r2_score
score_train=r2_score(y_pred_train,target_train)
print("训练集结果:",score_train)
结果
训练集结果: 0.7360877637634926
#相关系数法特征选择
from sklearn.feature_selection import SelectKBest
print(train.shape)
sk=SelectKBest(k=150)
new_train=sk.fit_transform(train,target_train)
print(new_train.shape)
# 获取对应列索引
select_columns=sk.get_support(indices = True)
# print(select_columns)
# 获取对应列名
# print(test.columns[select_columns])
select_columns_name=test.columns[select_columns]
new_test=test[select_columns_name]
print(new_test.shape)
# Lasso回归
from sklearn.linear_model import Lasso
lasso=Lasso(alpha=0.1)
lasso.fit(new_train,target_train)
#预测测试集和训练集结果
y_pred_train=lasso.predict(new_train)
y_pred_test=lasso.predict(new_test)
#对比结果
from sklearn.metrics import r2_score
score_train=r2_score(y_pred_train,target_train)
print("训练集结果:",score_train)
结果:
相关系数法特征选择
(40134, 172)
(40134, 150)
(2469, 150)
训练集结果: 0.7258794016974532
# Wrapper
from sklearn.feature_selection import RFE
from sklearn.linear_model import LinearRegression
lr = LinearRegression()
rfe = RFE(lr, n_features_to_select=160)
rfe.fit(train,target_train)
RFE(estimator=LinearRegression(copy_X=True, fit_intercept=True, n_jobs=None,
normalize=False),
n_features_to_select=40, step=1, verbose=0)
select_columns = [f for f, s in zip(train.columns, rfe.support_) if s]
print(select_columns)
new_train = train[select_columns]
new_test = test[select_columns]
# Lasso回归
from sklearn.linear_model import Lasso
lasso=Lasso(alpha=0.1)
lasso.fit(new_train,target_train)
#预测测试集和训练集结果
y_pred_train=lasso.predict(new_train)
y_pred_test=lasso.predict(new_test)
#对比结果
from sklearn.metrics import r2_score
score_train=r2_score(y_pred_train,target_train)
print("训练集结果:",score_train)
包裹式特征选择
训练集结果: 0.7337397781652988
# Embedded
# 基于惩罚项的特征选择法
# Lasso(l1)和Ridge(l2)
from sklearn.linear_model import Ridge
ridge = Ridge(alpha=5)
ridge.fit(train,target_train)
Ridge(alpha=5, copy_X=True, fit_intercept=True, max_iter=None, normalize=False,
random_state=None, solver='auto', tol=0.001)
# 特征系数排序
coefSort = ridge.coef_.argsort()
print(coefSort)
# 特征系数
featureCoefSore=ridge.coef_[coefSort]
print(featureCoefSore)
select_columns = [f for f, s in zip(train.columns, featureCoefSore) if abs(s)> 0.0000005 ]
# 选择绝对值大于0.0000005的特征
new_train = train[select_columns]
new_test = test[select_columns]
# Lasso回归
from sklearn.linear_model import Lasso
lasso=Lasso(alpha=0.1)
lasso.fit(new_train,target_train)
#预测测试集和训练集结果
y_pred_train=lasso.predict(new_train)
y_pred_test=lasso.predict(new_test)
#对比结果
from sklearn.metrics import r2_score
score_train=r2_score(y_pred_train,target_train)
print("训练集结果:",score_train)
结果:
嵌入式特征选择
训练集结果: 0.7359812954404648
# Embedded
# 基于树模型的特征选择法
# 随机森林 平均不纯度减少(mean decrease impurity
from sklearn.ensemble import RandomForestRegressor
rf = RandomForestRegressor()
# 训练随机森林模型,并通过feature_importances_属性获取每个特征的重要性分数。rf = RandomForestRegressor()
rf.fit(train,target_train)
print("Features sorted by their score:")
print(sorted(zip(map(lambda x: round(x, 4), rf.feature_importances_), train.columns),
reverse=True))
select_columns = [f for f, s in zip(train.columns, rf.feature_importances_) if abs(s)> 0.00005 ]
# 选择绝对值大于0.00005的特征
new_train = train[select_columns]
new_test = test[select_columns]
# Lasso回归
from sklearn.linear_model import Lasso
lasso=Lasso(alpha=0.1)
lasso.fit(new_train,target_train)
#预测测试集和训练集结果
y_pred_train=lasso.predict(new_train)
y_pred_test=lasso.predict(new_test)
#对比结果
from sklearn.metrics import r2_score
score_train=r2_score(y_pred_train,target_train)
print("训练集结果:",score_train)
结果
基于树模型的特征选择
训练集结果: 0.7359377595116146